Merge branch 'feat/short' into fs_valid_leverage

docs/bot-basics.md

@@ -24,7 +24,7 @@ By default, loop runs every few seconds (`internals.process_throttle_secs`) and
 
 * Fetch open trades from persistence.
 * Calculate current list of tradable pairs.
-* Download ohlcv data for the pairlist including all [informative pairs](strategy-customization.md#get-data-for-non-tradeable-pairs)  
+* Download OHLCV data for the pairlist including all [informative pairs](strategy-customization.md#get-data-for-non-tradeable-pairs)  
   This step is only executed once per Candle to avoid unnecessary network traffic.
 * Call `bot_loop_start()` strategy callback.
 * Analyze strategy per pair.

docs/exchanges.md

@@ -210,6 +210,9 @@ OKX requires a passphrase for each api key, you will therefore need to add this
 
 ## Gate.io
 
+!!! Tip "Stoploss on Exchange"
+    Gate.io supports `stoploss_on_exchange` and uses `stop-loss-limit` orders. It provides great advantages, so we recommend to benefit from it by enabling stoploss on exchange..
+
 Gate.io allows the use of `POINT` to pay for fees. As this is not a tradable currency (no regular market available), automatic fee calculations will fail (and default to a fee of 0).
 The configuration parameter `exchange.unknown_fee_rate` can be used to specify the exchange rate between Point and the stake currency. Obviously, changing the stake-currency will also require changes to this value.
 

docs/stoploss.md

@@ -24,7 +24,7 @@ These modes can be configured with these values:
 ```
 
 !!! Note
-    Stoploss on exchange is only supported for Binance (stop-loss-limit), Huobi (stop-limit), Kraken (stop-loss-market, stop-loss-limit), FTX (stop limit and stop-market) and kucoin (stop-limit and stop-market) as of now.  
+    Stoploss on exchange is only supported for Binance (stop-loss-limit), Huobi (stop-limit), Kraken (stop-loss-market, stop-loss-limit), FTX (stop limit and stop-market) Gateio (stop-limit), and Kucoin (stop-limit and stop-market) as of now.  
     <ins>Do not set too low/tight stoploss value if using stop loss on exchange!</ins>  
     If set to low/tight then you have greater risk of missing fill on the order and stoploss will not work.
 

docs/utils.md

@@ -517,20 +517,25 @@ Requires a configuration with specified `pairlists` attribute.
 Can be used to generate static pairlists to be used during backtesting / hyperopt.
 
 ```
-usage: freqtrade test-pairlist [-h] [-c PATH]
+usage: freqtrade test-pairlist [-h] [-v] [-c PATH]
                                [--quote QUOTE_CURRENCY [QUOTE_CURRENCY ...]]
-                               [-1] [--print-json]
+                               [-1] [--print-json] [--exchange EXCHANGE]
 
 optional arguments:
   -h, --help            show this help message and exit
+  -v, --verbose         Verbose mode (-vv for more, -vvv to get all messages).
   -c PATH, --config PATH
-                        Specify configuration file (default: `config.json`).
+                        Specify configuration file (default:
-                        Multiple --config options may be used. Can be set to
+                        `userdir/config.json` or `config.json` whichever
-                        `-` to read config from stdin.
+                        exists). Multiple --config options may be used. Can be
+                        set to `-` to read config from stdin.
   --quote QUOTE_CURRENCY [QUOTE_CURRENCY ...]
                         Specify quote currency(-ies). Space-separated list.
   -1, --one-column      Print output in one column.
   --print-json          Print list of pairs or market symbols in JSON format.
+  --exchange EXCHANGE   Exchange name (default: `bittrex`). Only valid if no
+                        config is provided.
+
 ```
 
 ### Examples

freqtrade/commands/arguments.py

@@ -52,7 +52,7 @@ ARGS_LIST_PAIRS = ["exchange", "print_list", "list_pairs_print_json", "print_one
                    "trading_mode"]
 
 ARGS_TEST_PAIRLIST = ["verbosity", "config", "quote_currencies", "print_one_column",
-                      "list_pairs_print_json"]
+                      "list_pairs_print_json", "exchange"]
 
 ARGS_CREATE_USERDIR = ["user_data_dir", "reset"]
 

freqtrade/edge/edge_positioning.py

@@ -226,9 +226,11 @@ class Edge:
         """
         final = []
         for pair, info in self._cached_pairs.items():
-            if info.expectancy > float(self.edge_config.get('minimum_expectancy', 0.2)) and \
+            if (
-                info.winrate > float(self.edge_config.get('minimum_winrate', 0.60)) and \
+                info.expectancy > float(self.edge_config.get('minimum_expectancy', 0.2))
-                    pair in pairs:
+                and info.winrate > float(self.edge_config.get('minimum_winrate', 0.60))
+                and pair in pairs
+            ):
                 final.append(pair)
 
         if self._final_pairs != final:
@@ -253,8 +255,8 @@ class Edge:
         """
         final = []
         for pair, info in self._cached_pairs.items():
-            if info.expectancy > float(self.edge_config.get('minimum_expectancy', 0.2)) and \
+            if (info.expectancy > float(self.edge_config.get('minimum_expectancy', 0.2)) and
-                    info.winrate > float(self.edge_config.get('minimum_winrate', 0.60)):
+                    info.winrate > float(self.edge_config.get('minimum_winrate', 0.60))):
                 final.append({
                     'Pair': pair,
                     'Winrate': info.winrate,

freqtrade/exchange/exchange.py

@@ -1124,11 +1124,11 @@ class Exchange:
             raise OperationalException(e) from e
 
     @retrier(retries=API_FETCH_ORDER_RETRY_COUNT)
-    def fetch_order(self, order_id: str, pair: str) -> Dict:
+    def fetch_order(self, order_id: str, pair: str, params={}) -> Dict:
         if self._config['dry_run']:
             return self.fetch_dry_run_order(order_id)
         try:
-            order = self._api.fetch_order(order_id, pair)
+            order = self._api.fetch_order(order_id, pair, params=params)
             self._log_exchange_response('fetch_order', order)
             order = self._order_contracts_to_amount(order)
             return order
@@ -1172,7 +1172,7 @@ class Exchange:
                 and order.get('filled') == 0.0)
 
     @retrier
-    def cancel_order(self, order_id: str, pair: str) -> Dict:
+    def cancel_order(self, order_id: str, pair: str, params={}) -> Dict:
         if self._config['dry_run']:
             try:
                 order = self.fetch_dry_run_order(order_id)
@@ -1183,7 +1183,7 @@ class Exchange:
                 return {}
 
         try:
-            order = self._api.cancel_order(order_id, pair)
+            order = self._api.cancel_order(order_id, pair, params=params)
             self._log_exchange_response('cancel_order', order)
             order = self._order_contracts_to_amount(order)
             return order

freqtrade/exchange/gateio.py

@@ -23,10 +23,10 @@ class Gateio(Exchange):
     _ft_has: Dict = {
         "ohlcv_candle_limit": 1000,
         "ohlcv_volume_currency": "quote",
+        "stoploss_order_types": {"limit": "limit"},
+        "stoploss_on_exchange": True,
     }
 
-    _headers = {'X-Gate-Channel-Id': 'freqtrade'}
-
     _supported_trading_mode_margin_pairs: List[Tuple[TradingMode, MarginMode]] = [
         # TradingMode.SPOT always supported and not required in this list
         # (TradingMode.MARGIN, MarginMode.CROSS),
@@ -41,3 +41,25 @@ class Gateio(Exchange):
             if any(v == 'market' for k, v in order_types.items()):
                 raise OperationalException(
                     f'Exchange {self.name} does not support market orders.')
+
+    def fetch_stoploss_order(self, order_id: str, pair: str, params={}) -> Dict:
+        return self.fetch_order(
+            order_id=order_id,
+            pair=pair,
+            params={'stop': True}
+        )
+
+    def cancel_stoploss_order(self, order_id: str, pair: str, params={}) -> Dict:
+        return self.cancel_order(
+            order_id=order_id,
+            pair=pair,
+            params={'stop': True}
+        )
+
+    def stoploss_adjust(self, stop_loss: float, order: Dict, side: str) -> bool:
+        """
+        Verify stop_loss against stoploss-order value (limit or price)
+        Returns True if adjustment is necessary.
+        """
+        return ((side == "sell" and stop_loss > float(order['stopPrice'])) or
+                (side == "buy" and stop_loss < float(order['stopPrice'])))

freqtrade/optimize/backtesting.py

@@ -359,10 +359,25 @@ class Backtesting:
         """
         # Special handling if high or low hit STOP_LOSS or ROI
         if sell.sell_type in (SellType.STOP_LOSS, SellType.TRAILING_STOP_LOSS):
-            if trade.stop_loss > sell_row[HIGH_IDX]:
+            return self._get_close_rate_for_stoploss(sell_row, trade, sell, trade_dur)
-                # our stoploss was already higher than candle high,
+        elif sell.sell_type == (SellType.ROI):
+            return self._get_close_rate_for_roi(sell_row, trade, sell, trade_dur)
+        else:
+            return sell_row[OPEN_IDX]
+
+    def _get_close_rate_for_stoploss(self, sell_row: Tuple, trade: LocalTrade, sell: SellCheckTuple,
+                                     trade_dur: int) -> float:
+        # our stoploss was already lower than candle high,
         # possibly due to a cancelled trade exit.
         # sell at open price.
+        is_short = trade.is_short or False
+        leverage = trade.leverage or 1.0
+        side_1 = -1 if is_short else 1
+        if is_short:
+            if trade.stop_loss < sell_row[LOW_IDX]:
+                return sell_row[OPEN_IDX]
+        else:
+            if trade.stop_loss > sell_row[HIGH_IDX]:
                 return sell_row[OPEN_IDX]
 
         # Special case: trailing triggers within same candle as trade opened. Assume most
@@ -377,19 +392,32 @@ class Backtesting:
             ):
                 # Worst case: price reaches stop_positive_offset and dives down.
                 stop_rate = (sell_row[OPEN_IDX] *
-                                 (1 + abs(self.strategy.trailing_stop_positive_offset) -
+                             (1 + side_1 * abs(self.strategy.trailing_stop_positive_offset) -
-                                  abs(self.strategy.trailing_stop_positive)))
+                              side_1 * abs(self.strategy.trailing_stop_positive / leverage)))
             else:
                 # Worst case: price ticks tiny bit above open and dives down.
-                    stop_rate = sell_row[OPEN_IDX] * (1 - abs(trade.stop_loss_pct))
+                stop_rate = sell_row[OPEN_IDX] * (1 -
+                                                  side_1 * abs(trade.stop_loss_pct / leverage))
+                if is_short:
+                    assert stop_rate > sell_row[LOW_IDX]
+                else:
                     assert stop_rate < sell_row[HIGH_IDX]
+
             # Limit lower-end to candle low to avoid sells below the low.
             # This still remains "worst case" - but "worst realistic case".
+            if is_short:
+                return min(sell_row[HIGH_IDX], stop_rate)
+            else:
                 return max(sell_row[LOW_IDX], stop_rate)
 
         # Set close_rate to stoploss
         return trade.stop_loss
-        elif sell.sell_type == (SellType.ROI):
+
+    def _get_close_rate_for_roi(self, sell_row: Tuple, trade: LocalTrade, sell: SellCheckTuple,
+                                trade_dur: int) -> float:
+        is_short = trade.is_short or False
+        leverage = trade.leverage or 1.0
+        side_1 = -1 if is_short else 1
         roi_entry, roi = self.strategy.min_roi_reached_entry(trade_dur)
         if roi is not None and roi_entry is not None:
             if roi == -1 and roi_entry % self.timeframe_min == 0:
@@ -398,29 +426,44 @@ class Backtesting:
                 # - we'll use open instead of close
                 return sell_row[OPEN_IDX]
 
-                # - (Expected abs profit + open_rate + open_fee) / (fee_close -1)
+            # - (Expected abs profit - open_rate - open_fee) / (fee_close -1)
-                close_rate = - (trade.open_rate * roi + trade.open_rate *
+            roi_rate = trade.open_rate * roi / leverage
-                                (1 + trade.fee_open)) / (trade.fee_close - 1)
+            open_fee_rate = side_1 * trade.open_rate * (1 + side_1 * trade.fee_open)
-
+            close_rate = -(roi_rate + open_fee_rate) / (trade.fee_close - side_1 * 1)
+            if is_short:
+                is_new_roi = sell_row[OPEN_IDX] < close_rate
+            else:
+                is_new_roi = sell_row[OPEN_IDX] > close_rate
             if (trade_dur > 0 and trade_dur == roi_entry
                     and roi_entry % self.timeframe_min == 0
-                        and sell_row[OPEN_IDX] > close_rate):
+                    and is_new_roi):
                 # new ROI entry came into effect.
                 # use Open rate if open_rate > calculated sell rate
                 return sell_row[OPEN_IDX]
 
-                if (
+            if (trade_dur == 0 and (
-                    trade_dur == 0
+                (
-                    # Red candle (for longs), TODO: green candle (for shorts)
+                    is_short
-                    and sell_row[OPEN_IDX] > sell_row[CLOSE_IDX]  # Red candle
+                    # Red candle (for longs)
+                    and sell_row[OPEN_IDX] < sell_row[CLOSE_IDX]  # Red candle
+                    and trade.open_rate > sell_row[OPEN_IDX]  # trade-open above open_rate
+                    and close_rate < sell_row[CLOSE_IDX]  # closes below close
+                )
+                or
+                (
+                    not is_short
+                    # green candle (for shorts)
+                    and sell_row[OPEN_IDX] > sell_row[CLOSE_IDX]  # green candle
                     and trade.open_rate < sell_row[OPEN_IDX]  # trade-open below open_rate
-                    and close_rate > sell_row[CLOSE_IDX]
+                    and close_rate > sell_row[CLOSE_IDX]  # closes above close
-                ):
+                )
+            )):
                 # ROI on opening candles with custom pricing can only
-                    # trigger if the entry was at Open or lower.
+                # trigger if the entry was at Open or lower wick.
                 # details: https: // github.com/freqtrade/freqtrade/issues/6261
                 # If open_rate is < open, only allow sells below the close on red candles.
                 raise ValueError("Opening candle ROI on red candles.")
+
             # Use the maximum between close_rate and low as we
             # cannot sell outside of a candle.
             # Applies when a new ROI setting comes in place and the whole candle is above that.
@@ -429,8 +472,6 @@ class Backtesting:
         else:
             # This should not be reached...
             return sell_row[OPEN_IDX]
-        else:
-            return sell_row[OPEN_IDX]
 
     def _get_adjust_trade_entry_for_candle(self, trade: LocalTrade, row: Tuple
                                            ) -> LocalTrade:
@@ -501,6 +542,9 @@ class Backtesting:
                         proposed_rate=closerate, current_profit=current_profit)
                     # We can't place orders lower than current low.
                     # freqtrade does not support this in live, and the order would fill immediately
+                    if trade.is_short:
+                        closerate = min(closerate, sell_row[HIGH_IDX])
+                    else:
                         closerate = max(closerate, sell_row[LOW_IDX])
             # Confirm trade exit:
             time_in_force = self.strategy.order_time_in_force['exit']
@@ -534,8 +578,8 @@ class Backtesting:
                 ft_pair=trade.pair,
                 order_id=str(self.order_id_counter),
                 symbol=trade.pair,
-                ft_order_side="sell",
+                ft_order_side=trade.exit_side,
-                side="sell",
+                side=trade.exit_side,
                 order_type=order_type,
                 status="open",
                 price=closerate,
@@ -607,6 +651,9 @@ class Backtesting:
                 proposed_rate=propose_rate, entry_tag=entry_tag)  # default value is the open rate
             # We can't place orders higher than current high (otherwise it'd be a stop limit buy)
             # which freqtrade does not support in live.
+            if direction == "short":
+                propose_rate = max(propose_rate, row[LOW_IDX])
+            else:
                 propose_rate = min(propose_rate, row[HIGH_IDX])
 
         min_stake_amount = self.exchange.get_min_pair_stake_amount(pair, propose_rate, -0.05) or 0
@@ -712,8 +759,8 @@ class Backtesting:
                 ft_pair=trade.pair,
                 order_id=str(self.order_id_counter),
                 symbol=trade.pair,
-                ft_order_side="buy",
+                ft_order_side=trade.enter_side,
-                side="buy",
+                side=trade.enter_side,
                 order_type=order_type,
                 status="open",
                 order_date=current_time,
@@ -795,17 +842,17 @@ class Backtesting:
 
             timedout = self.strategy.ft_check_timed_out(order.side, trade, order, current_time)
             if timedout:
-                if order.side == 'buy':
+                if order.side == trade.enter_side:
                     self.timedout_entry_orders += 1
                     if trade.nr_of_successful_entries == 0:
-                        # Remove trade due to buy timeout expiration.
+                        # Remove trade due to entry timeout expiration.
                         return True
                     else:
                         # Close additional buy order
                         del trade.orders[trade.orders.index(order)]
-                if order.side == 'sell':
+                if order.side == trade.exit_side:
                     self.timedout_exit_orders += 1
-                    # Close sell order and retry selling on next signal.
+                    # Close exit order and retry exiting on next signal.
                     del trade.orders[trade.orders.index(order)]
 
         return False
@@ -901,8 +948,8 @@ class Backtesting:
                         open_trades[pair].append(trade)
 
                 for trade in list(open_trades[pair]):
-                    # 2. Process buy orders.
+                    # 2. Process entry orders.
-                    order = trade.select_order('buy', is_open=True)
+                    order = trade.select_order(trade.enter_side, is_open=True)
                     if order and self._get_order_filled(order.price, row):
                         order.close_bt_order(current_time)
                         trade.open_order_id = None
@@ -914,7 +961,7 @@ class Backtesting:
                         self._get_sell_trade_entry(trade, row)  # Place sell order if necessary
 
                     # 4. Process sell orders.
-                    order = trade.select_order('sell', is_open=True)
+                    order = trade.select_order(trade.exit_side, is_open=True)
                     if order and self._get_order_filled(order.price, row):
                         trade.open_order_id = None
                         trade.close_date = current_time

freqtrade/plugins/pairlist/SpreadFilter.py

@@ -4,6 +4,7 @@ Spread pair list filter
 import logging
 from typing import Any, Dict
 
+from freqtrade.exceptions import OperationalException
 from freqtrade.plugins.pairlist.IPairList import IPairList
 
 
@@ -20,6 +21,12 @@ class SpreadFilter(IPairList):
         self._max_spread_ratio = pairlistconfig.get('max_spread_ratio', 0.005)
         self._enabled = self._max_spread_ratio != 0
 
+        if not self._exchange.exchange_has('fetchTickers'):
+            raise OperationalException(
+                'Exchange does not support fetchTickers, therefore SpreadFilter cannot be used.'
+                'Please edit your config and restart the bot.'
+            )
+
     @property
     def needstickers(self) -> bool:
         """

freqtrade/rpc/rpc.py

@@ -592,7 +592,7 @@ class RPC:
             else:
                 try:
                     pair = self._freqtrade.exchange.get_valid_pair_combination(coin, stake_currency)
-                    rate = tickers.get(pair, {}).get('bid', None)
+                    rate = tickers.get(pair, {}).get('last', None)
                     if rate:
                         if pair.startswith(stake_currency) and not pair.endswith(stake_currency):
                             rate = 1.0 / rate

freqtrade/strategy/interface.py

@@ -869,7 +869,7 @@ class IStrategy(ABC, HyperStrategyMixin):
                                               force_stoploss=force_stoploss, low=low, high=high)
 
         # Set current rate to high for backtesting sell
-        current_rate = high or rate
+        current_rate = (low if trade.is_short else high) or rate
         current_profit = trade.calc_profit_ratio(current_rate)
 
         # if enter signal and ignore_roi is set, we don't need to evaluate min_roi.
@@ -961,9 +961,9 @@ class IStrategy(ABC, HyperStrategyMixin):
             else:
                 logger.warning("CustomStoploss function did not return valid stoploss")
 
-        sl_lower_long = (trade.stop_loss < (low or current_rate) and not trade.is_short)
+        sl_lower_short = (trade.stop_loss < (low or current_rate) and not trade.is_short)
-        sl_higher_short = (trade.stop_loss > (high or current_rate) and trade.is_short)
+        sl_higher_long = (trade.stop_loss > (high or current_rate) and trade.is_short)
-        if self.trailing_stop and (sl_lower_long or sl_higher_short):
+        if self.trailing_stop and (sl_lower_short or sl_higher_long):
             # trailing stoploss handling
             sl_offset = self.trailing_stop_positive_offset
 
@@ -981,12 +981,12 @@ class IStrategy(ABC, HyperStrategyMixin):
 
                 trade.adjust_stop_loss(bound or current_rate, stop_loss_value)
 
-        sl_higher_short = (trade.stop_loss >= (low or current_rate) and not trade.is_short)
+        sl_higher_long = (trade.stop_loss >= (low or current_rate) and not trade.is_short)
-        sl_lower_long = ((trade.stop_loss <= (high or current_rate) and trade.is_short))
+        sl_lower_short = (trade.stop_loss <= (high or current_rate) and trade.is_short)
         # evaluate if the stoploss was hit if stoploss is not on exchange
         # in Dry-Run, this handles stoploss logic as well, as the logic will not be different to
         # regular stoploss handling.
-        if ((sl_higher_short or sl_lower_long) and
+        if ((sl_higher_long or sl_lower_short) and
                 (not self.order_types.get('stoploss_on_exchange') or self.config['dry_run'])):
 
             sell_type = SellType.STOP_LOSS

requirements-dev.txt

@@ -6,8 +6,8 @@
 coveralls==3.3.1
 flake8==4.0.1
 flake8-tidy-imports==4.6.0
-mypy==0.931
+mypy==0.940
-pytest==7.0.1
+pytest==7.1.0
 pytest-asyncio==0.18.2
 pytest-cov==3.0.0
 pytest-mock==3.7.0
@@ -17,12 +17,12 @@ isort==5.10.1
 time-machine==2.6.0
 
 # Convert jupyter notebooks to markdown documents
-nbconvert==6.4.2
+nbconvert==6.4.4
 
 # mypy types
-types-cachetools==4.2.10
+types-cachetools==5.0.0
 types-filelock==3.2.5
-types-requests==2.27.11
+types-requests==2.27.12
 types-tabulate==0.8.5
 
 # Extensions to datetime library

requirements.txt

@@ -1,8 +1,8 @@
-numpy==1.22.2
+numpy==1.22.3
 pandas==1.4.1
 pandas-ta==0.3.14b
 
-ccxt==1.75.12
+ccxt==1.76.5
 # Pin cryptography for now due to rust build errors with piwheels
 cryptography==36.0.1
 aiohttp==3.8.1
@@ -32,7 +32,7 @@ sdnotify==0.3.2
 
 # API Server
 fastapi==0.75.0
-uvicorn==0.17.5
+uvicorn==0.17.6
 pyjwt==2.3.0
 aiofiles==0.8.0
 psutil==5.9.0

setup.py

@@ -42,7 +42,7 @@ setup(
     ],
     install_requires=[
         # from requirements.txt
-        'ccxt>=1.74.17',
+        'ccxt>=1.76.5',
         'SQLAlchemy',
         'python-telegram-bot>=13.4',
         'arrow>=0.17.0',

tests/exchange/test_exchange.py

@@ -2720,37 +2720,36 @@ def test_cancel_stoploss_order_with_result(default_conf, mocker, exchange_name):
     default_conf['dry_run'] = False
     mocker.patch('freqtrade.exchange.Exchange.fetch_stoploss_order', return_value={'for': 123})
     mocker.patch('freqtrade.exchange.Ftx.fetch_stoploss_order', return_value={'for': 123})
+    mocker.patch('freqtrade.exchange.Gateio.fetch_stoploss_order', return_value={'for': 123})
     exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
 
-    mocker.patch('freqtrade.exchange.Exchange.cancel_stoploss_order',
+    res = {'fee': {}, 'status': 'canceled', 'amount': 1234}
-                 return_value={'fee': {}, 'status': 'canceled', 'amount': 1234})
+    mocker.patch('freqtrade.exchange.Exchange.cancel_stoploss_order', return_value=res)
-    mocker.patch('freqtrade.exchange.Ftx.cancel_stoploss_order',
+    mocker.patch('freqtrade.exchange.Ftx.cancel_stoploss_order', return_value=res)
-                 return_value={'fee': {}, 'status': 'canceled', 'amount': 1234})
+    mocker.patch('freqtrade.exchange.Gateio.cancel_stoploss_order', return_value=res)
     co = exchange.cancel_stoploss_order_with_result(order_id='_', pair='TKN/BTC', amount=555)
-    assert co == {'fee': {}, 'status': 'canceled', 'amount': 1234}
+    assert co == res
 
-    mocker.patch('freqtrade.exchange.Exchange.cancel_stoploss_order',
+    mocker.patch('freqtrade.exchange.Exchange.cancel_stoploss_order', return_value='canceled')
-                 return_value='canceled')
+    mocker.patch('freqtrade.exchange.Ftx.cancel_stoploss_order', return_value='canceled')
-    mocker.patch('freqtrade.exchange.Ftx.cancel_stoploss_order',
+    mocker.patch('freqtrade.exchange.Gateio.cancel_stoploss_order', return_value='canceled')
-                 return_value='canceled')
     # Fall back to fetch_stoploss_order
     co = exchange.cancel_stoploss_order_with_result(order_id='_', pair='TKN/BTC', amount=555)
     assert co == {'for': 123}
 
-    mocker.patch('freqtrade.exchange.Exchange.fetch_stoploss_order',
+    exc = InvalidOrderException("")
-                 side_effect=InvalidOrderException(""))
+    mocker.patch('freqtrade.exchange.Exchange.fetch_stoploss_order', side_effect=exc)
-    mocker.patch('freqtrade.exchange.Ftx.fetch_stoploss_order',
+    mocker.patch('freqtrade.exchange.Ftx.fetch_stoploss_order', side_effect=exc)
-                 side_effect=InvalidOrderException(""))
+    mocker.patch('freqtrade.exchange.Gateio.fetch_stoploss_order', side_effect=exc)
-
     co = exchange.cancel_stoploss_order_with_result(order_id='_', pair='TKN/BTC', amount=555)
     assert co['amount'] == 555
     assert co == {'fee': {}, 'status': 'canceled', 'amount': 555, 'info': {}}
 
     with pytest.raises(InvalidOrderException):
-        mocker.patch('freqtrade.exchange.Exchange.cancel_stoploss_order',
+        exc = InvalidOrderException("Did not find order")
-                     side_effect=InvalidOrderException("Did not find order"))
+        mocker.patch('freqtrade.exchange.Exchange.cancel_stoploss_order', side_effect=exc)
-        mocker.patch('freqtrade.exchange.Ftx.cancel_stoploss_order',
+        mocker.patch('freqtrade.exchange.Ftx.cancel_stoploss_order', side_effect=exc)
-                     side_effect=InvalidOrderException("Did not find order"))
+        mocker.patch('freqtrade.exchange.Gateio.cancel_stoploss_order', side_effect=exc)
         exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
         exchange.cancel_stoploss_order_with_result(order_id='_', pair='TKN/BTC', amount=123)
 

tests/exchange/test_gateio.py

@@ -1,8 +1,11 @@
+from unittest.mock import MagicMock
+
 import pytest
 
 from freqtrade.exceptions import OperationalException
 from freqtrade.exchange import Gateio
 from freqtrade.resolvers.exchange_resolver import ExchangeResolver
+from tests.conftest import get_patched_exchange
 
 
 def test_validate_order_types_gateio(default_conf, mocker):
@@ -26,3 +29,43 @@ def test_validate_order_types_gateio(default_conf, mocker):
     with pytest.raises(OperationalException,
                        match=r'Exchange .* does not support market orders.'):
         ExchangeResolver.load_exchange('gateio', default_conf, True)
+
+
+def test_fetch_stoploss_order_gateio(default_conf, mocker):
+    exchange = get_patched_exchange(mocker, default_conf, id='gateio')
+
+    fetch_order_mock = MagicMock()
+    exchange.fetch_order = fetch_order_mock
+
+    exchange.fetch_stoploss_order('1234', 'ETH/BTC')
+    assert fetch_order_mock.call_count == 1
+    assert fetch_order_mock.call_args_list[0][1]['order_id'] == '1234'
+    assert fetch_order_mock.call_args_list[0][1]['pair'] == 'ETH/BTC'
+    assert fetch_order_mock.call_args_list[0][1]['params'] == {'stop': True}
+
+
+def test_cancel_stoploss_order_gateio(default_conf, mocker):
+    exchange = get_patched_exchange(mocker, default_conf, id='gateio')
+
+    cancel_order_mock = MagicMock()
+    exchange.cancel_order = cancel_order_mock
+
+    exchange.cancel_stoploss_order('1234', 'ETH/BTC')
+    assert cancel_order_mock.call_count == 1
+    assert cancel_order_mock.call_args_list[0][1]['order_id'] == '1234'
+    assert cancel_order_mock.call_args_list[0][1]['pair'] == 'ETH/BTC'
+    assert cancel_order_mock.call_args_list[0][1]['params'] == {'stop': True}
+
+
+@pytest.mark.parametrize('sl1,sl2,sl3,side', [
+    (1501, 1499, 1501, "sell"),
+    (1499, 1501, 1499, "buy")
+])
+def test_stoploss_adjust_gateio(mocker, default_conf, sl1, sl2, sl3, side):
+    exchange = get_patched_exchange(mocker, default_conf, id='gateio')
+    order = {
+        'price': 1500,
+        'stopPrice': 1500,
+    }
+    assert exchange.stoploss_adjust(sl1, order, side)
+    assert not exchange.stoploss_adjust(sl2, order, side)

tests/optimize/__init__.py

@@ -19,6 +19,7 @@ class BTrade(NamedTuple):
     open_tick: int
     close_tick: int
     enter_tag: Optional[str] = None
+    is_short: bool = False
 
 
 class BTContainer(NamedTuple):

tests/optimize/test_backtest_detail.py

@@ -15,7 +15,7 @@ from tests.optimize import (BTContainer, BTrade, _build_backtest_dataframe,
 # Test 0: Sell with signal sell in candle 3
 # Test with Stop-loss at 1%
 tc0 = BTContainer(data=[
-    # D  O     H     L     C     V    B  S
+    # D   O     H     L     C    V    EL XL ES Xs  BT
     [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
     [1, 5000, 5025, 4975, 4987, 6172, 0, 0],  # enter trade (signal on last candle)
     [2, 4987, 5012, 4986, 4986, 6172, 0, 0],  # exit with stoploss hit
@@ -29,7 +29,7 @@ tc0 = BTContainer(data=[
 # Test 1: Stop-Loss Triggered 1% loss
 # Test with Stop-loss at 1%
 tc1 = BTContainer(data=[
-    # D  O     H     L     C     V    B  S
+    # D   O     H     L     C    V    EL XL ES Xs  BT
     [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
     [1, 5000, 5025, 4975, 4987, 6172, 0, 0],  # enter trade (signal on last candle)
     [2, 4987, 5012, 4600, 4600, 6172, 0, 0],  # exit with stoploss hit
@@ -44,7 +44,7 @@ tc1 = BTContainer(data=[
 # Test 2: Minus 4% Low, minus 1% close
 # Test with Stop-Loss at 3%
 tc2 = BTContainer(data=[
-    # D  O     H     L     C     V    B  S
+    # D   O     H     L     C    V    EL XL ES Xs  BT
     [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
     [1, 5000, 5025, 4975, 4987, 6172, 0, 0],  # enter trade (signal on last candle)
     [2, 4987, 5012, 4962, 4975, 6172, 0, 0],
@@ -63,7 +63,7 @@ tc2 = BTContainer(data=[
 #  Trade-A: Stop-Loss Triggered 2% Loss
 #           Trade-B: Stop-Loss Triggered 2% Loss
 tc3 = BTContainer(data=[
-    # D  O     H     L     C     V    B  S
+    # D   O     H     L     C    V    EL XL ES Xs  BT
     [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
     [1, 5000, 5025, 4975, 4987, 6172, 0, 0],  # enter trade (signal on last candle)
     [2, 4987, 5012, 4800, 4975, 6172, 0, 0],  # exit with stoploss hit
@@ -81,7 +81,7 @@ tc3 = BTContainer(data=[
 # Test with Stop-loss at 2% ROI 6%
 # Stop-Loss Triggered 2% Loss
 tc4 = BTContainer(data=[
-    # D  O     H     L     C     V    B  S
+    # D   O     H     L     C    V    EL XL ES Xs  BT
     [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
     [1, 5000, 5025, 4975, 4987, 6172, 0, 0],  # enter trade (signal on last candle)
     [2, 4987, 5750, 4850, 5750, 6172, 0, 0],  # Exit with stoploss hit
@@ -95,7 +95,7 @@ tc4 = BTContainer(data=[
 # Test 5: Drops 0.5% Closes +20%, ROI triggers 3% Gain
 # stop-loss: 1%, ROI: 3%
 tc5 = BTContainer(data=[
-    # D  O     H     L     C     V    B  S
+    # D   O     H     L     C    V    EL XL ES Xs  BT
     [0, 5000, 5025, 4980, 4987, 6172, 1, 0],
     [1, 5000, 5025, 4980, 4987, 6172, 0, 0],  # enter trade (signal on last candle)
     [2, 4987, 5025, 4975, 4987, 6172, 0, 0],
@@ -109,7 +109,7 @@ tc5 = BTContainer(data=[
 # Test 6: Drops 3% / Recovers 6% Positive / Closes 1% positve, Stop-Loss triggers 2% Loss
 # stop-loss: 2% ROI: 5%
 tc6 = BTContainer(data=[
-    # D  O     H     L     C     V    B  S
+    # D   O     H     L     C    V    EL XL ES Xs  BT
     [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
     [1, 5000, 5025, 4975, 4987, 6172, 0, 0],  # enter trade (signal on last candle)
     [2, 4987, 5300, 4850, 5050, 6172, 0, 0],  # Exit with stoploss
@@ -123,7 +123,7 @@ tc6 = BTContainer(data=[
 # Test 7: 6% Positive / 1% Negative / Close 1% Positve, ROI Triggers 3% Gain
 # stop-loss: 2% ROI: 3%
 tc7 = BTContainer(data=[
-    # D  O     H     L     C     V    B  S
+    # D   O     H     L     C    V    EL XL ES Xs  BT
     [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
     [1, 5000, 5025, 4975, 4987, 6172, 0, 0],
     [2, 4987, 5300, 4950, 5050, 6172, 0, 0],
@@ -138,7 +138,7 @@ tc7 = BTContainer(data=[
 # Test 8: trailing_stop should raise so candle 3 causes a stoploss.
 # stop-loss: 10%, ROI: 10% (should not apply), stoploss adjusted in candle 2
 tc8 = BTContainer(data=[
-    # D   O     H     L    C     V    B  S
+    # D   O     H     L     C    V    EL XL ES Xs  BT
     [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
     [1, 5000, 5050, 4950, 5000, 6172, 0, 0],
     [2, 5000, 5250, 4750, 4850, 6172, 0, 0],
@@ -152,7 +152,7 @@ tc8 = BTContainer(data=[
 # Test 9: trailing_stop should raise - high and low in same candle.
 # stop-loss: 10%, ROI: 10% (should not apply), stoploss adjusted in candle 3
 tc9 = BTContainer(data=[
-    # D   O     H     L     C    V    B  S
+    # D   O     H     L     C    V    EL XL ES Xs  BT
     [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
     [1, 5000, 5050, 4950, 5000, 6172, 0, 0],
     [2, 5000, 5050, 4950, 5000, 6172, 0, 0],
@@ -166,7 +166,7 @@ tc9 = BTContainer(data=[
 # without applying trailing_stop_positive since stoploss_offset is at 10%.
 # stop-loss: 10%, ROI: 10% (should not apply), stoploss adjusted candle 2
 tc10 = BTContainer(data=[
-    # D   O     H     L     C    V    B  S
+    # D   O     H     L     C    V    EL XL ES Xs  BT
     [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
     [1, 5000, 5100, 4950, 5100, 6172, 0, 0],
     [2, 5100, 5251, 5100, 5100, 6172, 0, 0],
@@ -182,7 +182,7 @@ tc10 = BTContainer(data=[
 # applying a positive trailing stop of 3% since stop_positive_offset is reached.
 # stop-loss: 10%, ROI: 10% (should not apply), stoploss adjusted candle 2
 tc11 = BTContainer(data=[
-    # D   O     H     L     C    V    B  S
+    # D   O     H     L     C    V    EL XL ES Xs  BT
     [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
     [1, 5000, 5100, 4950, 5100, 6172, 0, 0],
     [2, 5100, 5251, 5100, 5100, 6172, 0, 0],
@@ -198,7 +198,7 @@ tc11 = BTContainer(data=[
 # applying a positive trailing stop of 3% since stop_positive_offset is reached.
 # stop-loss: 10%, ROI: 10% (should not apply), stoploss adjusted candle 2
 tc12 = BTContainer(data=[
-    # D   O     H     L     C    V    B  S
+    # D   O     H     L     C    V    EL XL ES Xs  BT
     [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
     [1, 5000, 5100, 4950, 5100, 6172, 0, 0],
     [2, 5100, 5251, 4650, 5100, 6172, 0, 0],
@@ -213,7 +213,7 @@ tc12 = BTContainer(data=[
 # Test 13: Buy and sell ROI on same candle
 # stop-loss: 10% (should not apply), ROI: 1%
 tc13 = BTContainer(data=[
-    # D   O     H     L     C    V    B  S
+    # D   O     H     L     C    V    EL XL ES Xs  BT
     [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
     [1, 5000, 5100, 4950, 5100, 6172, 0, 0],
     [2, 5100, 5251, 4850, 5100, 6172, 0, 0],
@@ -226,7 +226,7 @@ tc13 = BTContainer(data=[
 # Test 14 - Buy and Stoploss on same candle
 # stop-loss: 5%, ROI: 10% (should not apply)
 tc14 = BTContainer(data=[
-    # D   O     H     L     C    V    B  S
+    # D   O     H     L     C    V    EL XL ES Xs  BT
     [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
     [1, 5000, 5100, 4600, 5100, 6172, 0, 0],
     [2, 5100, 5251, 4850, 5100, 6172, 0, 0],
@@ -240,7 +240,7 @@ tc14 = BTContainer(data=[
 # Test 15 - Buy and ROI on same candle, followed by buy and Stoploss on next candle
 # stop-loss: 5%, ROI: 10% (should not apply)
 tc15 = BTContainer(data=[
-    # D   O     H     L     C    V    B  S
+    # D   O     H     L     C    V    EL XL ES Xs  BT
     [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
     [1, 5000, 5100, 4900, 5100, 6172, 1, 0],
     [2, 5100, 5251, 4650, 5100, 6172, 0, 0],
@@ -255,7 +255,7 @@ tc15 = BTContainer(data=[
 # Causes negative profit even though sell-reason is ROI.
 # stop-loss: 10%, ROI: 10% (should not apply), -100% after 65 minutes (limits trade duration)
 tc16 = BTContainer(data=[
-    # D  O     H     L     C     V    B  S
+    # D   O     H     L     C    V    EL XL ES Xs  BT
     [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
     [1, 5000, 5025, 4975, 4987, 6172, 0, 0],
     [2, 4987, 5300, 4950, 5050, 6172, 0, 0],
@@ -271,7 +271,7 @@ tc16 = BTContainer(data=[
 # stop-loss: 10%, ROI: 10% (should not apply), -100% after 100 minutes (limits trade duration)
 # Uses open as sell-rate (special case) - since the roi-time is a multiple of the timeframe.
 tc17 = BTContainer(data=[
-    # D  O     H     L     C     V    B  S
+    # D   O     H     L     C    V    EL XL ES Xs  BT
     [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
     [1, 5000, 5025, 4975, 4987, 6172, 0, 0],
     [2, 4987, 5300, 4950, 5050, 6172, 0, 0],
@@ -287,7 +287,7 @@ tc17 = BTContainer(data=[
 # stop-loss: 10%, ROI: 10% (should not apply), -100% after 100 minutes (limits trade duration)
 # uses open_rate as sell-price
 tc18 = BTContainer(data=[
-    # D  O     H     L     C     V    B  S
+    # D   O     H     L     C    V    EL XL ES Xs  BT
     [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
     [1, 5000, 5025, 4975, 4987, 6172, 0, 0],
     [2, 4987, 5300, 4950, 5200, 6172, 0, 0],
@@ -302,7 +302,7 @@ tc18 = BTContainer(data=[
 # stop-loss: 10%, ROI: 10% (should not apply), -100% after 100 minutes (limits trade duration)
 # uses calculated ROI (1%) as sell rate, otherwise identical to tc18
 tc19 = BTContainer(data=[
-    # D  O     H     L     C     V    B  S
+    # D   O     H     L     C    V    EL XL ES Xs  BT
     [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
     [1, 5000, 5025, 4975, 4987, 6172, 0, 0],
     [2, 4987, 5300, 4950, 5200, 6172, 0, 0],
@@ -317,7 +317,7 @@ tc19 = BTContainer(data=[
 # stop-loss: 10%, ROI: 10% (should not apply), -100% after 100 minutes (limits trade duration)
 # uses calculated ROI (1%) as sell rate, otherwise identical to tc18
 tc20 = BTContainer(data=[
-    # D  O     H     L     C     V    B  S
+    # D   O     H     L     C    V    EL XL ES Xs  BT
     [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
     [1, 5000, 5025, 4975, 4987, 6172, 0, 0],
     [2, 4987, 5300, 4950, 5200, 6172, 0, 0],
@@ -333,7 +333,7 @@ tc20 = BTContainer(data=[
 # which cannot happen in reality
 # stop-loss: 10%, ROI: 4%, Trailing stop adjusted at the sell candle
 tc21 = BTContainer(data=[
-    # D   O     H     L     C    V    B  S
+    # D   O     H     L     C    V    EL XL ES Xs  BT
     [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
     [1, 5000, 5100, 4950, 5100, 6172, 0, 0],
     [2, 5100, 5251, 4650, 5100, 6172, 0, 0],
@@ -349,7 +349,7 @@ tc21 = BTContainer(data=[
 # applying a positive trailing stop of 3% - ROI should apply before trailing stop.
 # stop-loss: 10%, ROI: 4%, stoploss adjusted candle 2
 tc22 = BTContainer(data=[
-    # D   O     H     L     C    V    B  S
+    # D   O     H     L     C    V    EL XL ES Xs  BT
     [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
     [1, 5000, 5100, 4950, 5100, 6172, 0, 0],
     [2, 5100, 5251, 5100, 5100, 6172, 0, 0],
@@ -361,6 +361,23 @@ tc22 = BTContainer(data=[
     trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=2)]
 )
 
+
+# Test 22s: trailing_stop Raises in candle 2 - but ROI applies at the same time.
+# applying a positive trailing stop of 3% - ROI should apply before trailing stop.
+# stop-loss: 10%, ROI: 4%, stoploss adjusted candle 2
+tc22s = BTContainer(data=[
+    # D   O     H     L     C    V    EL XL ES Xs  BT
+    [0, 5000, 5050, 4950, 5000, 6172, 0, 0, 1, 0],
+    [1, 5000, 5050, 4900, 4900, 6172, 0, 0, 0, 0],
+    [2, 4900, 4900, 4749, 4900, 6172, 0, 0, 0, 0],
+    [3, 4850, 5050, 4650, 4750, 6172, 0, 0, 0, 0],
+    [4, 4750, 4950, 4350, 4750, 6172, 0, 0, 0, 0]],
+    stop_loss=-0.10, roi={"0": 0.04}, profit_perc=0.04, trailing_stop=True,
+    trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.05,
+    trailing_stop_positive=0.03,
+    trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=2, is_short=True)]
+)
+
 # Test 23: trailing_stop Raises in candle 2 (does not trigger)
 # applying a positive trailing stop of 3% since stop_positive_offset is reached.
 # ROI is changed after this to 4%, dropping ROI below trailing_stop_positive, causing a sell
@@ -368,7 +385,7 @@ tc22 = BTContainer(data=[
 # Stoploss would trigger in this candle too, but it's no longer relevant.
 # stop-loss: 10%, ROI: 4%, stoploss adjusted candle 2, ROI adjusted in candle 3 (causing the sell)
 tc23 = BTContainer(data=[
-    # D   O     H     L     C    V    B  S
+    # D   O     H     L     C    V    EL XL ES Xs  BT
     [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
     [1, 5000, 5100, 4950, 5100, 6172, 0, 0],
     [2, 5100, 5251, 5100, 5100, 6172, 0, 0],
@@ -384,7 +401,7 @@ tc23 = BTContainer(data=[
 # Stoploss at 1%.
 # Stoploss wins over Sell-signal (because sell-signal is acted on in the next candle)
 tc24 = BTContainer(data=[
-    # D  O     H     L     C     V    B  S
+    # D   O     H     L     C    V    EL XL ES Xs  BT
     [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
     [1, 5000, 5025, 4975, 4987, 6172, 0, 0],  # enter trade (signal on last candle)
     [2, 4987, 5012, 4986, 4986, 6172, 0, 0],
@@ -399,7 +416,7 @@ tc24 = BTContainer(data=[
 # Stoploss at 1%.
 # Sell-signal wins over stoploss
 tc25 = BTContainer(data=[
-    # D  O     H     L     C     V    B  S
+    # D   O     H     L     C    V    EL XL ES Xs  BT
     [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
     [1, 5000, 5025, 4975, 4987, 6172, 0, 0],  # enter trade (signal on last candle)
     [2, 4987, 5012, 4986, 4986, 6172, 0, 0],
@@ -410,11 +427,44 @@ tc25 = BTContainer(data=[
     trades=[BTrade(sell_reason=SellType.SELL_SIGNAL, open_tick=1, close_tick=4)]
 )
 
+# Test 25l: (copy of test25 with leverage)
+# Sell with signal sell in candle 3 (stoploss also triggers on this candle)
+# Stoploss at 1%.
+# Sell-signal wins over stoploss
+tc25l = BTContainer(data=[
+    # D   O     H     L     C    V    EL XL ES Xs  BT
+    [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
+    [1, 5000, 5025, 4975, 4987, 6172, 0, 0],  # enter trade (signal on last candle)
+    [2, 4987, 5012, 4986, 4986, 6172, 0, 0],
+    [3, 5010, 5010, 4986, 5010, 6172, 0, 1],
+    [4, 5010, 5010, 4855, 4995, 6172, 0, 0],  # Triggers stoploss + sellsignal acted on
+    [5, 4995, 4995, 4950, 4950, 6172, 0, 0]],
+    stop_loss=-0.05, roi={"0": 1}, profit_perc=0.002 * 5.0, use_sell_signal=True,
+    leverage=5.0,
+    trades=[BTrade(sell_reason=SellType.SELL_SIGNAL, open_tick=1, close_tick=4)]
+)
+
+# Test 25s: (copy of test25 with leverage and as short)
+# Sell with signal sell in candle 3 (stoploss also triggers on this candle)
+# Stoploss at 1%.
+# Sell-signal wins over stoploss
+tc25s = BTContainer(data=[
+    # D   O     H     L     C    V    EL XL ES Xs  BT
+    [0, 5000, 5025, 4975, 4987, 6172, 0, 0, 1, 0],
+    [1, 5000, 5025, 4975, 4987, 6172, 0, 0, 0, 0],  # enter trade (signal on last candle)
+    [2, 4987, 5012, 4986, 4986, 6172, 0, 0, 0, 0],
+    [3, 5010, 5010, 4986, 5010, 6172, 0, 0, 0, 1],
+    [4, 4990, 5010, 4855, 4995, 6172, 0, 0, 0, 0],  # Triggers stoploss + sellsignal acted on
+    [5, 4995, 4995, 4950, 4950, 6172, 0, 0, 0, 0]],
+    stop_loss=-0.05, roi={"0": 1}, profit_perc=0.002 * 5.0, use_sell_signal=True,
+    leverage=5.0,
+    trades=[BTrade(sell_reason=SellType.SELL_SIGNAL, open_tick=1, close_tick=4, is_short=True)]
+)
 # Test 26: Sell with signal sell in candle 3 (ROI at signal candle)
 # Stoploss at 10% (irrelevant), ROI at 5% (will trigger)
 # Sell-signal wins over stoploss
 tc26 = BTContainer(data=[
-    # D  O     H     L     C     V    B  S
+    # D   O     H     L     C    V    EL XL ES Xs  BT
     [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
     [1, 5000, 5025, 4975, 4987, 6172, 0, 0],  # enter trade (signal on last candle)
     [2, 4987, 5012, 4986, 4986, 6172, 0, 0],
@@ -428,7 +478,7 @@ tc26 = BTContainer(data=[
 # Test 27: Sell with signal sell in candle 3 (ROI at signal candle)
 # Stoploss at 10% (irrelevant), ROI at 5% (will trigger) - Wins over Sell-signal
 tc27 = BTContainer(data=[
-    # D  O     H     L     C     V    B  S
+    # D   O     H     L     C    V    EL XL ES Xs  BT
     [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
     [1, 5000, 5025, 4975, 4987, 6172, 0, 0],  # enter trade (signal on last candle)
     [2, 4987, 5012, 4986, 4986, 6172, 0, 0],
@@ -444,7 +494,7 @@ tc27 = BTContainer(data=[
 # therefore "open" will be used
 # stop-loss: 10%, ROI: 10% (should not apply), stoploss adjusted candle 2
 tc28 = BTContainer(data=[
-    # D   O     H     L     C    V    B  S
+    # D   O     H     L     C    V    EL XL ES Xs  BT
     [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
     [1, 5000, 5100, 4950, 5100, 6172, 0, 0],
     [2, 5100, 5251, 5100, 5100, 6172, 0, 0],
@@ -456,11 +506,30 @@ tc28 = BTContainer(data=[
     trades=[BTrade(sell_reason=SellType.TRAILING_STOP_LOSS, open_tick=1, close_tick=3)]
 )
 
+# Test 28s: trailing_stop should raise so candle 3 causes a stoploss
+# Same case than tc11 - but candle 3 "gaps down" - the stoploss will be above the candle,
+# therefore "open" will be used
+# stop-loss: 10%, ROI: 10% (should not apply), stoploss adjusted candle 2
+tc28s = BTContainer(data=[
+    # D   O     H     L     C    V    EL XL ES Xs  BT
+    [0, 5000, 5050, 4950, 5000, 6172, 0, 0, 1, 0],
+    [1, 5000, 5050, 4890, 4890, 6172, 0, 0, 0, 0],
+    [2, 4890, 4890, 4749, 4890, 6172, 0, 0, 0, 0],
+    [3, 5150, 5350, 4950, 4950, 6172, 0, 0, 0, 0],
+    [4, 4750, 4950, 4350, 4750, 6172, 0, 0, 0, 0]],
+    stop_loss=-0.10, roi={"0": 0.10}, profit_perc=-0.03, trailing_stop=True,
+    trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.05,
+    trailing_stop_positive=0.03,
+    trades=[
+        BTrade(sell_reason=SellType.TRAILING_STOP_LOSS, open_tick=1, close_tick=3, is_short=True)
+    ]
+)
+
 # Test 29: trailing_stop should be triggered by low of next candle, without adjusting stoploss using
 # high of stoploss candle.
 # stop-loss: 10%, ROI: 10% (should not apply)
 tc29 = BTContainer(data=[
-    # D   O     H     L     C    V    B  S
+    # D   O     H     L     C    V    EL XL ES Xs  BT
     [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
     [1, 5000, 5050, 5000, 5000, 6172, 0, 0],    # enter trade (signal on last candle)
     [2, 4900, 5250, 4500, 5100, 6172, 0, 0],    # Triggers trailing-stoploss
@@ -474,7 +543,7 @@ tc29 = BTContainer(data=[
 # Test 30: trailing_stop should be triggered immediately on trade open candle.
 # stop-loss: 10%, ROI: 10% (should not apply)
 tc30 = BTContainer(data=[
-    # D   O     H     L     C    V    B  S
+    # D   O     H     L     C    V    EL XL ES Xs  BT
     [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
     [1, 5000, 5500, 4900, 4900, 6172, 0, 0],    # enter trade (signal on last candle) and stop
     [2, 4900, 5250, 4500, 5100, 6172, 0, 0],
@@ -488,7 +557,7 @@ tc30 = BTContainer(data=[
 # Test 31: trailing_stop should be triggered immediately on trade open candle.
 # stop-loss: 10%, ROI: 10% (should not apply)
 tc31 = BTContainer(data=[
-    # D   O     H     L     C    V    B  S
+    # D   O     H     L     C    V    EL XL ES Xs  BT
     [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
     [1, 5000, 5500, 4900, 4900, 6172, 0, 0],    # enter trade (signal on last candle) and stop
     [2, 4900, 5250, 4500, 5100, 6172, 0, 0],
@@ -503,7 +572,7 @@ tc31 = BTContainer(data=[
 # Test 32: trailing_stop should be triggered immediately on trade open candle.
 # stop-loss: 1%, ROI: 10% (should not apply)
 tc32 = BTContainer(data=[
-    # D   O     H     L     C    V    B  S
+    # D   O     H     L     C    V    EL XL ES Xs  BT
     [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
     [1, 5000, 5500, 4951, 5000, 6172, 0, 0],    # enter trade and stop
     [2, 4900, 5250, 4500, 5100, 6172, 0, 0],
@@ -534,10 +603,31 @@ tc33 = BTContainer(data=[
         enter_tag='buy_signal_01'
     )]
 )
+# Test 33s: trailing_stop should be triggered immediately on trade open candle.
+# copy of Test33 using shorts.
+# stop-loss: 1%, ROI: 10% (should not apply)
+tc33s = BTContainer(data=[
+    # D   O     H     L     C    V    EL XL ES Xs  BT
+    [0, 5000, 5050, 4950, 5000, 6172, 0, 0, 1, 0, 'short_signal_01'],
+    [1, 5000, 5049, 4500, 5000, 6172, 0, 0, 0, 0, None],    # enter trade and stop
+    [2, 4900, 5250, 4500, 5100, 6172, 0, 0, 0, 0, None],
+    [3, 5100, 5100, 4650, 4750, 6172, 0, 0, 0, 0, None],
+    [4, 4750, 4950, 4350, 4750, 6172, 0, 0, 0, 0, None]],
+    stop_loss=-0.01, roi={"0": 0.10}, profit_perc=-0.01, trailing_stop=True,
+    trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.02,
+    trailing_stop_positive=0.01, use_custom_stoploss=True,
+    trades=[BTrade(
+        sell_reason=SellType.TRAILING_STOP_LOSS,
+        open_tick=1,
+        close_tick=1,
+        enter_tag='short_signal_01',
+        is_short=True,
+    )]
+)
 
 # Test 34: Custom-entry-price below all candles should timeout - so no trade happens.
 tc34 = BTContainer(data=[
-    # D   O     H     L     C    V    B  S
+    # D   O     H     L     C    V    EL XL ES Xs  BT
     [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
     [1, 5000, 5500, 4951, 5000, 6172, 0, 0],    # timeout
     [2, 4900, 5250, 4500, 5100, 6172, 0, 0],
@@ -549,7 +639,7 @@ tc34 = BTContainer(data=[
 
 # Test 35: Custom-entry-price above all candles should have rate adjusted to "entry candle high"
 tc35 = BTContainer(data=[
-    # D   O     H     L     C    V    B  S
+    # D   O     H     L     C    V    EL XL ES Xs  BT
     [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
     [1, 5000, 5500, 4951, 5000, 6172, 0, 0],    # Timeout
     [2, 4900, 5250, 4500, 5100, 6172, 0, 0],
@@ -558,7 +648,21 @@ tc35 = BTContainer(data=[
     stop_loss=-0.01, roi={"0": 0.10}, profit_perc=-0.01,
     custom_entry_price=7200, trades=[
         BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=1)
-]
+])
+
+# Test 35s: Custom-entry-price above all candles should have rate adjusted to "entry candle high"
+tc35s = BTContainer(data=[
+    # D   O     H     L     C    V    EL XL ES Xs  BT
+    [0, 5000, 5050, 4950, 5000, 6172, 0, 0, 1, 0],
+    [1, 5000, 5500, 4951, 5000, 6172, 0, 0, 0, 0],    # Timeout
+    [2, 4900, 5250, 4500, 5100, 6172, 0, 0, 0, 0],
+    [3, 5100, 5100, 4650, 4750, 6172, 0, 0, 0, 0],
+    [4, 4750, 4950, 4350, 4750, 6172, 0, 0, 0, 0]],
+    stop_loss=-0.01, roi={"0": 0.10}, profit_perc=-0.01,
+    custom_entry_price=4000,
+    trades=[
+        BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=1, is_short=True)
+    ]
 )
 
 # Test 36: Custom-entry-price around candle low
@@ -566,7 +670,7 @@ tc35 = BTContainer(data=[
 # below open, we treat this as cheating, and delay the sell by 1 candle.
 # details: https://github.com/freqtrade/freqtrade/issues/6261
 tc36 = BTContainer(data=[
-    # D   O     H     L     C    V    B  S   BT
+    # D   O     H     L     C    V    EL XL ES Xs  BT
     [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
     [1, 5000, 5500, 4951, 4999, 6172, 0, 0],    # Enter and immediate ROI
     [2, 4900, 5250, 4500, 5100, 6172, 0, 0],
@@ -581,7 +685,7 @@ tc36 = BTContainer(data=[
 # Would cause immediate ROI exit below close
 # details: https://github.com/freqtrade/freqtrade/issues/6261
 tc37 = BTContainer(data=[
-    # D   O     H     L     C    V    B  S   BT
+    # D   O     H     L     C    V    EL XL ES Xs  BT
     [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
     [1, 5400, 5500, 4951, 5100, 6172, 0, 0],    # Enter and immediate ROI
     [2, 4900, 5250, 4500, 5100, 6172, 0, 0],
@@ -595,7 +699,7 @@ tc37 = BTContainer(data=[
 # Test 38: Custom exit price below all candles
 # Price adjusted to candle Low.
 tc38 = BTContainer(data=[
-    # D   O     H     L     C    V    B  S   BT
+    # D   O     H     L     C    V    EL XL ES Xs  BT
     [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
     [1, 5000, 5500, 4951, 5000, 6172, 0, 0],
     [2, 4900, 5250, 4900, 5100, 6172, 0, 1],  # exit - but timeout
@@ -610,10 +714,10 @@ tc38 = BTContainer(data=[
 # Test 39: Custom exit price above all candles
 # causes sell signal timeout
 tc39 = BTContainer(data=[
-    # D   O     H     L     C    V    B  S   BT
+    # D   O     H     L     C    V    EL XL ES Xs  BT
     [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
     [1, 5000, 5500, 4951, 5000, 6172, 0, 0],
-    [2, 4900, 5250, 4900, 5100, 6172, 0, 1],  # exit - but timeout
+    [2, 4950, 5250, 4900, 5100, 6172, 0, 1],  # exit - entry timeout
     [3, 5100, 5100, 4950, 4950, 6172, 0, 0],
     [4, 5000, 5100, 4950, 4950, 6172, 0, 0]],
     stop_loss=-0.10, roi={"0": 0.10}, profit_perc=0.0,
@@ -622,21 +726,32 @@ tc39 = BTContainer(data=[
     trades=[BTrade(sell_reason=SellType.FORCE_SELL, open_tick=1, close_tick=4)]
 )
 
-# Test 39: (copy of test25 with leverage)
+# Test 39: Custom short exit price above below candles
-# Sell with signal sell in candle 3 (stoploss also triggers on this candle)
+# causes sell signal timeout
-# Stoploss at 1%.
+tc39a = BTContainer(data=[
-# Sell-signal wins over stoploss
+    # D   O     H     L     C    V    EL XL ES Xs  BT
-tc39 = BTContainer(data=[
+    [0, 5000, 5050, 4950, 5000, 6172, 0, 0, 1, 0],
-    # D  O     H     L     C     V    B  S
+    [1, 5000, 5000, 4951, 5000, 6172, 0, 0, 0, 0],
-    [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
+    [2, 4910, 5150, 4910, 5100, 6172, 0, 0, 0, 1],  # exit - entry timeout
-    [1, 5000, 5025, 4975, 4987, 6172, 0, 0],  # enter trade (signal on last candle)
+    [3, 5100, 5100, 4950, 4950, 6172, 0, 0, 0, 0],
-    [2, 4987, 5012, 4986, 4986, 6172, 0, 0],
+    [4, 5000, 5100, 4950, 4950, 6172, 0, 0, 0, 0]],
-    [3, 5010, 5010, 4986, 5010, 6172, 0, 1],
+    stop_loss=-0.10, roi={"0": 0.10}, profit_perc=0.0,
-    [4, 5010, 5010, 4855, 4995, 6172, 0, 0],  # Triggers stoploss + sellsignal acted on
+    use_sell_signal=True,
-    [5, 4995, 4995, 4950, 4950, 6172, 0, 0]],
+    custom_exit_price=4700,
-    stop_loss=-0.05, roi={"0": 1}, profit_perc=0.002 * 5.0, use_sell_signal=True,
+    trades=[BTrade(sell_reason=SellType.FORCE_SELL, open_tick=1, close_tick=4, is_short=True)]
-    leverage=5.0,
+)
-    trades=[BTrade(sell_reason=SellType.SELL_SIGNAL, open_tick=1, close_tick=4)]
+
+# Test 40: Colliding long and short signal
+tc40 = BTContainer(data=[
+    # D   O     H     L     C    V    EL XL ES Xs  BT
+    [0, 5000, 5050, 4950, 5000, 6172, 1, 0, 1, 0],
+    [1, 5000, 5500, 4951, 5000, 6172, 0, 0, 0, 0],
+    [2, 4900, 5250, 4900, 5100, 6172, 0, 0, 0, 0],
+    [3, 5100, 5100, 4950, 4950, 6172, 0, 0, 0, 0],
+    [4, 5000, 5100, 4950, 4950, 6172, 0, 0, 0, 0]],
+    stop_loss=-0.10, roi={"0": 0.10}, profit_perc=0.0,
+    use_sell_signal=True,
+    trades=[]
 )
 
 
@@ -664,24 +779,31 @@ TESTS = [
     tc20,
     tc21,
     tc22,
+    tc22s,
     tc23,
     tc24,
     tc25,
+    tc25l,
+    tc25s,
     tc26,
     tc27,
     tc28,
+    tc28s,
     tc29,
     tc30,
     tc31,
     tc32,
     tc33,
+    tc33s,
     tc34,
     tc35,
+    tc35s,
     tc36,
     tc37,
     tc38,
     tc39,
-    # TODO-lev: Add tests for short here
+    tc39a,
+    tc40,
 ]
 
 
@@ -708,11 +830,10 @@ def test_backtest_results(default_conf, fee, mocker, caplog, data) -> None:
     patch_exchange(mocker)
     frame = _build_backtest_dataframe(data.data)
     backtesting = Backtesting(default_conf)
-    backtesting._set_strategy(backtesting.strategylist[0])
-    backtesting.required_startup = 0
-    if data.leverage > 1.0:
     # TODO: Should we initialize this properly??
     backtesting._can_short = True
+    backtesting._set_strategy(backtesting.strategylist[0])
+    backtesting.required_startup = 0
     backtesting.strategy.advise_entry = lambda a, m: frame
     backtesting.strategy.advise_exit = lambda a, m: frame
     if data.custom_entry_price:
@@ -739,8 +860,9 @@ def test_backtest_results(default_conf, fee, mocker, caplog, data) -> None:
     assert round(results["profit_ratio"].sum(), 3) == round(data.profit_perc, 3)
 
     for c, trade in enumerate(data.trades):
-        res = results.iloc[c]
+        res: BTrade = results.iloc[c]
         assert res.sell_reason == trade.sell_reason.value
         assert res.enter_tag == trade.enter_tag
         assert res.open_date == _get_frame_time_from_offset(trade.open_tick)
         assert res.close_date == _get_frame_time_from_offset(trade.close_tick)
+        assert res.is_short == trade.is_short

tests/optimize/test_backtesting.py

@@ -582,13 +582,17 @@ def test_backtest__enter_trade_futures(default_conf_usdt, fee, mocker) -> None:
     pair = 'UNITTEST/USDT:USDT'
     row = [
         pd.Timestamp(year=2020, month=1, day=1, hour=5, minute=0),
-        1,  # Buy
         0.001,  # Open
-        0.0011,  # Close
-        0,  # Sell
-        0.00099,  # Low
         0.0012,  # High
-        '',  # Buy Signal Name
+        0.00099,  # Low
+        0.0011,  # Close
+        1,  # enter_long
+        0,  # exit_long
+        1,  # enter_short
+        0,  # exit_hsort
+        '',  # Long Signal Name
+        '',  # Short Signal Name
+        '',  # Exit Signal Name
     ]
 
     backtesting.strategy.leverage = MagicMock(return_value=5.0)

tests/plugins/test_pairlist.py

@@ -782,6 +782,19 @@ def test_gen_pair_whitelist_not_supported(mocker, default_conf, tickers) -> None
         get_patched_freqtradebot(mocker, default_conf)
 
 
+def test_pair_whitelist_not_supported_Spread(mocker, default_conf, tickers) -> None:
+    default_conf['pairlists'] = [{'method': 'StaticPairList'}, {'method': 'SpreadFilter'}]
+
+    mocker.patch.multiple('freqtrade.exchange.Exchange',
+                          get_tickers=tickers,
+                          exchange_has=MagicMock(return_value=False),
+                          )
+
+    with pytest.raises(OperationalException,
+                       match=r'Exchange does not support fetchTickers, .*'):
+        get_patched_freqtradebot(mocker, default_conf)
+
+
 @pytest.mark.parametrize("pairlist", AVAILABLE_PAIRLISTS)
 def test_pairlist_class(mocker, whitelist_conf, markets, pairlist):
     whitelist_conf['pairlists'][0]['method'] = pairlist

tests/rpc/test_rpc.py

@@ -650,8 +650,8 @@ def test_rpc_balance_handle(default_conf, mocker, tickers):
     rpc._fiat_converter = CryptoToFiatConverter()
 
     result = rpc._rpc_balance(default_conf['stake_currency'], default_conf['fiat_display_currency'])
-    assert prec_satoshi(result['total'], 30.309096315)
+    assert prec_satoshi(result['total'], 30.30909624)
-    assert prec_satoshi(result['value'], 454636.44472997)
+    assert prec_satoshi(result['value'], 454636.44360691)
     assert tickers.call_count == 1
     assert tickers.call_args_list[0][1]['cached'] is True
     assert 'USD' == result['symbol']
@@ -685,7 +685,7 @@ def test_rpc_balance_handle(default_conf, mocker, tickers):
             'free': 5.0,
             'balance': 10.0,
             'currency': 'USDT',
-            'est_stake': 0.0011563153318162476,
+            'est_stake': 0.0011562404610161968,
             'used': 5.0,
             'stake': 'BTC',
             'is_position': False,

tests/test_periodiccache.py

@@ -26,7 +26,9 @@ def test_ttl_cache():
         assert 'a' in cache1h
 
         t.move_to("2021-09-01 05:59:59 +00:00")
+        assert 'a' not in cache
         assert 'a' in cache1h
 
         t.move_to("2021-09-01 06:00:00 +00:00")
+        assert 'a' not in cache
         assert 'a' not in cache1h